Results 201 to 210 of about 11,730 (214)

The effects of COVID-19 on Chinese stock markets: an EGARCH approach

Economic and Political Studies, 2021
Kerry Liu
exaly  

Measuring natural resources rents volatility: Evidence from EGARCH and TGARCH for global data

Resources Policy, 2022
Minhas Akbar, Sher Ali
exaly  

Forecasting Volatilities and Correlations with EGARCH Models

The Journal of Derivatives, 1993
Robert Cumby, Stephen Figlewski, Joel Hasbrouck   +2 more
openaire   +1 more source

Forecasting stock market volatility using implied volatility: evidence from extended realized EGARCH-MIDAS model

Applied Economics Letters, 2021
Xinyu Wu
exaly  

Short term forecasting of electricity prices for MISO hubs: Evidence from ARIMA-EGARCH models

Energy Economics, 2008
James E Payne
exaly  

A differential harmony search based hybrid interval type2 fuzzy EGARCH model for stock market volatility prediction

International Journal of Approximate Reasoning, 2015
Rajashree Dash, Pk Dash, Ranjeeta Bisoi
exaly  

Forecasting crude oil price volatility via a HM-EGARCH model

Energy Economics, 2020
exaly  

Artificial neural network model of the hybrid EGARCH volatility of the Taiwan stock index option prices

Physica A: Statistical Mechanics and Its Applications, 2008
Yi-Hsien Wang
exaly  

Forecasting rate of return after extreme values when using AR- t -GARCH and QAR-Beta- t -EGARCH

Finance Research Letters, 2018
Szabolcs Blazsek
exaly  

Goodness-of-fit tests for Log-GARCH and EGARCH models

Test, 2016
Christian Francq, Olivier Wintenberger, Francq Christian   +2 more
exaly